CME Swiss Franc Future September 2016
Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1.0490 |
1.0511 |
0.0021 |
0.2% |
1.0311 |
High |
1.0512 |
1.0511 |
-0.0001 |
0.0% |
1.0513 |
Low |
1.0489 |
1.0511 |
0.0022 |
0.2% |
1.0311 |
Close |
1.0512 |
1.0511 |
-0.0001 |
0.0% |
1.0512 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0202 |
ATR |
0.0050 |
0.0046 |
-0.0003 |
-7.0% |
0.0000 |
Volume |
7 |
0 |
-7 |
-100.0% |
67 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0511 |
1.0511 |
1.0511 |
|
R3 |
1.0511 |
1.0511 |
1.0511 |
|
R2 |
1.0511 |
1.0511 |
1.0511 |
|
R1 |
1.0511 |
1.0511 |
1.0511 |
1.0511 |
PP |
1.0511 |
1.0511 |
1.0511 |
1.0511 |
S1 |
1.0511 |
1.0511 |
1.0511 |
1.0511 |
S2 |
1.0511 |
1.0511 |
1.0511 |
|
S3 |
1.0511 |
1.0511 |
1.0511 |
|
S4 |
1.0511 |
1.0511 |
1.0511 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1051 |
1.0984 |
1.0623 |
|
R3 |
1.0849 |
1.0782 |
1.0568 |
|
R2 |
1.0647 |
1.0647 |
1.0549 |
|
R1 |
1.0580 |
1.0580 |
1.0531 |
1.0614 |
PP |
1.0445 |
1.0445 |
1.0445 |
1.0462 |
S1 |
1.0378 |
1.0378 |
1.0493 |
1.0412 |
S2 |
1.0243 |
1.0243 |
1.0475 |
|
S3 |
1.0041 |
1.0176 |
1.0456 |
|
S4 |
0.9839 |
0.9974 |
1.0401 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0513 |
1.0332 |
0.0181 |
1.7% |
0.0037 |
0.4% |
99% |
False |
False |
12 |
10 |
1.0513 |
1.0311 |
0.0202 |
1.9% |
0.0033 |
0.3% |
99% |
False |
False |
10 |
20 |
1.0513 |
1.0102 |
0.0411 |
3.9% |
0.0028 |
0.3% |
100% |
False |
False |
6 |
40 |
1.0513 |
1.0102 |
0.0411 |
3.9% |
0.0016 |
0.2% |
100% |
False |
False |
3 |
60 |
1.0513 |
0.9868 |
0.0645 |
6.1% |
0.0012 |
0.1% |
100% |
False |
False |
2 |
80 |
1.0513 |
0.9868 |
0.0645 |
6.1% |
0.0010 |
0.1% |
100% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0511 |
2.618 |
1.0511 |
1.618 |
1.0511 |
1.000 |
1.0511 |
0.618 |
1.0511 |
HIGH |
1.0511 |
0.618 |
1.0511 |
0.500 |
1.0511 |
0.382 |
1.0511 |
LOW |
1.0511 |
0.618 |
1.0511 |
1.000 |
1.0511 |
1.618 |
1.0511 |
2.618 |
1.0511 |
4.250 |
1.0511 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1.0511 |
1.0508 |
PP |
1.0511 |
1.0504 |
S1 |
1.0511 |
1.0501 |
|